Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51672.63 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48473.57 Kr¶

PnL: ---------------------------------------> -614.0 Kr¶

DD now: ---------------------------------> -0.523 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 17:10:19.728913'

Anic Portfolio¶

Today¶

Return: -0.435 %¶

This Week¶

Return: 8.722 %¶

Total¶

Return: 69.163 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -1.280000 772.000000 99.000000 14.710000 673.000000
Fasadgruppen Group 38 2.400000 4210.400000 69.400000 1.680000 4140.999992
Nordea Bank Abp 29 -0.340000 3522.920000 68.920000 2.000000 3453.999992
MedCap 2 0.430000 465.000000 44.000000 10.450000 421.000000
HEBA B 70 -1.800000 2674.000000 38.000000 1.440000 2636.000010
Swedbank A 3 1.850000 601.950000 37.950000 6.730000 564.000000
SAAB B 8 -0.370000 3414.400000 37.400000 1.110000 3377.000000
Resurs Holding 22 0.360000 611.160000 37.160000 6.470000 573.999998
AcadeMedia 12 -0.690000 590.400000 33.400000 6.000000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.940000 379.500000 24.500000 6.900000 355.000000
Norva24 Group 16 1.440000 563.200000 20.200000 3.720000 543.000000
Intrum 4 0.480000 542.000000 15.000000 2.850000 527.000000
OEM International B 7 -1.400000 541.100000 13.100000 2.480000 527.999997
Fastighetsbolag. Emilshus Pref 21 -0.730000 572.250000 10.250000 1.820000 562.000005
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 -0.660000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 -0.100000 579.600000 2.600000 0.450000 577.000002
Coor Service Management Hold. 8 0.450000 533.600000 1.600000 0.300000 532.000000
Securitas B 6 -1.310000 571.560000 1.560000 0.270000 570.000000
Samhällsbyggnadsbo. i Norden D 12 -0.490000 245.520000 -0.480000 -0.200000 246.000000
Handelsbanken A 5 0.370000 545.250000 -0.750000 -0.140000 546.000000
Midsona B 63 -2.860000 578.340000 -4.660000 -0.800000 582.999984
Corem Property Group B 59 -2.640000 566.110000 -10.890000 -1.890000 576.999999
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Boozt 12 -0.880000 1630.800000 -23.200000 -1.400000 1653.999996
Essity B 2 -0.620000 546.600000 -27.400000 -4.770000 574.000000
CTEK 13 -1.180000 500.500000 -33.500000 -6.270000 533.999999
International Petroleum Corp. 5 -2.190000 558.000000 -36.570000 -6.150000 594.565215
Vivesto 1368 -1.250000 560.610000 -52.390000 -8.550000 612.999432
Essity A 4 -1.080000 1096.000000 -53.000000 -4.610000 1149.000000
Beijer Electronics Group 27 -0.710000 3018.600000 -65.400000 -2.120000 3083.999994
OX2 22 -0.800000 1767.700000 -221.300000 -11.130000 1989.000002
Axfood 15 0.440000 4063.500000 -236.500000 -5.500000 4300.000005
Ovzon 64 -2.220000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48473.570000 -614.000000 -0.52316% 49087.564636

Updated:¶

'2023-01-31 17:10:33.198155'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶